Firstly, what operating system are you using (Windows, Linux, Mac OS X, something else) ?
If you are on Windows, then you need to create a folder called "rockbox" at the top-level (root) of your C: drive (i.e. C:\rockbox), save ipodpatcher.exe into that folder, then open a command prompt, then type:
c:
cd \rockbox
ipodpatcher --scan
Mac OS X and other Unix users need to save ipodpatcher into their "Desktop" folder, open a terminal, then type:
cd Desktop
chmod +x ipodpatcher
./ipodpatcher --scan